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~accessRights:"restricted"
~person:"Asai, Manabu"
~person:"Inaba, Kei-Ichiro"
~subject:"Aktienmarkt"
~subject:"Börsenkurs"
~subject:"Volatilität"
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Asai, Manabu
Inaba, Kei-Ichiro
Tiwari, Aviral Kumar
11
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8
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Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
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2
A global look into stock market comovements
Inaba, Kei-Ichiro
- In:
Review of world economics
156
(
2020
)
3
,
pp. 517-555
Persistent link: https://www.econbiz.de/10012433063
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3
Information-driven stock return comovements across countries
Inaba, Kei-Ichiro
- In:
Research in international business and finance
51
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012208219
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4
Stochastic multivariate mixture covariance model
So, Mike Ka-pui
;
Li, Raymond W. M.
;
Asai, Manabu
;
Jiang, Yue
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
Saved in:
5
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
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